+628.1%
AXP vs ULTA
+1,628.6%
-1,000.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -2.1% | +9.0% | -11.1% | -5.0% |
| 30D | -6.5% | +4.6% | -11.1% | -8.2% |
| 3M | +4.6% | +22.0% | -17.3% | -2.6% |
| 6M | +5.4% | -14.7% | +20.1% | +9.8% |
| YTD | -11.1% | -6.8% | -4.4% | -10.3% |
| 1Y | -0.3% | +6.5% | -6.8% | -4.4% |
| 3Y | +111.6% | +35.6% | +76.0% | +79.9% |
| 5Y | +117.6% | +47.6% | +69.9% | +75.4% |
| 10Y | +474.1% | +128.9% | +345.2% | +269.5% |
| All | +628.1% | +1,628.6% | -1,000.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling